Simple deform modifier to sphere shape
You can't actually tessellate a sphere purely with hexagons, the geometry doesn't work out.

However, a few (12) intrusions of pentagons make it possible. That makes a sort of expanded Buckyball, or soccer ball. If that's acceptable, the only route I can find to it at the moment is to enable the shipped 'Tissue' add-on, create an Icosphere with enough subdivisions, and ask Tissue to 'Convert to Dual Mesh' it.



I could have sworn you could get to this directly, at one time, using the 'Add Mesh: Extra Objects' add-on, but I can't find it in 2.81.. maybe someone knows?